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inst/book-ex/Rcode-8-3.R
In vars: VAR Modelling
A1 <- matrix(c(1,0,0,0,0, 0,0,1,0,0,
0,0,0,1,0, 0,0,0,0,1),
nrow=5, ncol=4)
A2 <- matrix(c(1,0,0,0,0, 0,1,0,0,0,
0,0,1,0,0, 0,0,0,1,0),
nrow=5, ncol=4)
H41 <- summary(alrtest(z = H1, A = A1, r = 2))
H42 <- summary(alrtest(z = H1, A = A2, r = 2))
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vars documentation built on March 31, 2023, 10:30 p.m.
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A1 <- matrix(c(1,0,0,0,0, 0,0,1,0,0,
0,0,0,1,0, 0,0,0,0,1),
nrow=5, ncol=4)
A2 <- matrix(c(1,0,0,0,0, 0,1,0,0,0,
0,0,1,0,0, 0,0,0,1,0),
nrow=5, ncol=4)
H41 <- summary(alrtest(z = H1, A = A1, r = 2))
H42 <- summary(alrtest(z = H1, A = A2, r = 2))
Try the vars package in your browser
Any scripts or data that you put into this service are public.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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